Timeline for Yearly Time series analysis
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Feb 19, 2016 at 15:22 | comment | added | userll | If that's the case yes you can check the model using the ljung-box test. If your ljung-box statistics are mostly significant as you stated in the original question, then it implies that the residuals from your model still are highly correlated. Therefore the inferences you want to make would still be impacted. In other words the model is not good enough --- you may be able to further improve the model. | |
| Feb 19, 2016 at 11:25 | comment | added | Ruchika | Thank you for the response. I had checked for the stationarity of the series and would like to know that if there is no autocorelation upto say 10 lags, can we still consider the model(as shown by Ljung box statistic). The total number of data points in the series being 100. Please help. | |
| Feb 18, 2016 at 14:45 | history | answered | userll | CC BY-SA 3.0 |